1. Conflicts of interest among affiliated financial advisors in 401(k) plans: Implications for plan participants. (2025). Bazley, William J ; Cici, Gjergji ; Liao, Junchao.
   In: CFR Working Papers.
   RePEc:zbw:cfrwps:319066.

   Full description at Econpapers || Download paper

2. Importance of portfolio optimization in SRI and conventional pension funds. (2025). Alda, Mercedes.
   In: Financial Innovation.
   RePEc:spr:fininn:v:11:y:2025:i:1:d:10.1186_s40854-025-00761-4.

   Full description at Econpapers || Download paper

3. In the name of the law: How does legal distance affect US international mutual funds’ financial performance?. (2025). Muoz, Fernando ; Fleta-Asn, Jorge.
   In: Research in International Business and Finance.
   RePEc:eee:riibaf:v:74:y:2025:i:c:s0275531924004549.

   Full description at Econpapers || Download paper

4. Carbon home bias of European investors. (2025). Boermans, Martijn ; Galema, Rients.
   In: Journal of Corporate Finance.
   RePEc:eee:corfin:v:92:y:2025:i:c:s0929119925000161.

   Full description at Econpapers || Download paper

5. Evaluating short- and long-term investment strategies: development and validation of the investment strategies scale (ISS). (2024). Kevser, Mustafa ; Aslan, Omer ; Arpaci, Ibrahim.
   In: Financial Innovation.
   RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-023-00573-4.

   Full description at Econpapers || Download paper

6. To export or to FDI? A configurational approach to family firm internationalization. (2024). Kundu, Sumit ; Lapeira, Maria ; Samara, Georges ; Kumaraswamy, Arun.
   In: Journal of World Business.
   RePEc:eee:worbus:v:59:y:2024:i:2:s1090951623000810.

   Full description at Econpapers || Download paper

7. Gradual information diffusion across commonly owned firms. (2024). Ying, Jie.
   In: Journal of Financial Economics.
   RePEc:eee:jfinec:v:156:y:2024:i:c:s0304405x24000758.

   Full description at Econpapers || Download paper

8. The investment behavior of China-connected mutual funds in the pandemic: Information advantage through operational link. (2024). Tan, Kian ; Hoang, Lai T ; Yang, Joey W.
   In: International Review of Financial Analysis.
   RePEc:eee:finana:v:95:y:2024:i:pa:s1057521924002412.

   Full description at Econpapers || Download paper

9. Macro topology structure and evolution of Chinese Public Funds’ Co-holding Network. (2024). Liu, Zhenchun ; Guo, Xiaoping ; Fan, Ningyuan ; Wang, Jianwei.
   In: The North American Journal of Economics and Finance.
   RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001591.

   Full description at Econpapers || Download paper

10. Does cross-border investment improve mutual fund performance? Evidence from China. (2024). Wang, Zhibin ; Zhao, Xueqing ; Han, Han.
    In: China Economic Review.
    RePEc:eee:chieco:v:86:y:2024:i:c:s1043951x24000750.

    Full description at Econpapers || Download paper

11. Home bias and the returns of strategic portfolios: Neither always so good nor so bad. (2024). Alonso-Gonzalez, Pablo J ; Vega-Gamez, Fernando.
    In: Journal of Behavioral and Experimental Finance.
    RePEc:eee:beexfi:v:42:y:2024:i:c:s221463502400042x.

    Full description at Econpapers || Download paper

12. Stock-Picking by Mutual Funds: Evidence from Trading in Family-Controlled Firms. (2024). XIE, Jing.
    In: Working Papers.
    RePEc:boa:wpaper:202411.

    Full description at Econpapers || Download paper

13. Diversification quotients: Quantifying diversification via risk measures. (2024). Han, Xia ; Wang, Ruodu ; Lin, Liyuan.
    In: Papers.
    RePEc:arx:papers:2206.13679.

    Full description at Econpapers || Download paper

14. UK Business Investment: Economists, Managers, Financiers An Integrated Framework to Analyse the Past and Underpin Prospects. (2024). Mann, Catherine L.
    In: Insight Papers.
    RePEc:anj:ppaper:036.

    Full description at Econpapers || Download paper

15. Portfolio selection: from under-diversification to concentration. (2023). Li, Yixuan ; Chen, Tao ; Liu, Kai ; Xu, Jiawen.
    In: Empirical Economics.
    RePEc:spr:empeco:v:64:y:2023:i:4:d:10.1007_s00181-022-02300-x.

    Full description at Econpapers || Download paper

16. The performance of active investment positions in foreign markets. (2023). Sokolyk, Tatyana ; Fedenia, Mark ; Skiba, Hilla.
    In: Journal of International Business Studies.
    RePEc:pal:jintbs:v:54:y:2023:i:2:d:10.1057_s41267-022-00548-0.

    Full description at Econpapers || Download paper

17. Religion and Equity Home Bias. (2023). Lee, Kyounghun ; Oh, Frederick Dongchuhl.
    In: Open Economies Review.
    RePEc:kap:openec:v:34:y:2023:i:5:d:10.1007_s11079-022-09709-y.

    Full description at Econpapers || Download paper

18. Heterogeneous institutional investors, environmental information disclosure and debt financing pressure. (2023). Wang, Lei ; Qu, Jing ; Zhao, Jianyu.
    In: Journal of Management & Governance.
    RePEc:kap:jmgtgv:v:27:y:2023:i:1:d:10.1007_s10997-021-09609-2.

    Full description at Econpapers || Download paper

19. Effect of Index Concentration on Index Volatility and Performance. (2023). Sharma, Anil Kumar ; Pandey, Amit.
    In: Asia-Pacific Financial Markets.
    RePEc:kap:apfinm:v:30:y:2023:i:3:d:10.1007_s10690-022-09389-1.

    Full description at Econpapers || Download paper

20. Indian institutional investors portfolio concentration decision: skill and performance. (2023). Sharma, Anil Kumar ; Pandey, Amit.
    In: Journal of Advances in Management Research.
    RePEc:eme:jamrpp:jamr-05-2023-0134.

    Full description at Econpapers || Download paper

21. International portfolio diversification and the home bias puzzle. (2023). Lee, Kyounghun ; Oh, Frederick Dongchuhl.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531922001933.

    Full description at Econpapers || Download paper

22. Political ideology and international capital allocation. (2023). Tsoutsoura, Margarita ; Luo, Mancy ; Schafer, Larissa ; Kempf, Elisabeth.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:148:y:2023:i:2:p:150-173.

    Full description at Econpapers || Download paper

23. Foreign bias in institutional portfolio allocation: The role of social trust. (2023). Drobetz, Wolfgang ; Monkemeyer, Marwin ; Requejo, Ignacio ; Schroder, Henning.
    In: Journal of Economic Behavior & Organization.
    RePEc:eee:jeborg:v:214:y:2023:i:c:p:233-269.

    Full description at Econpapers || Download paper

24. Religion and foreign direct investment. (2023). Hong, Seiwoong ; Lee, Junyong ; Oh, Frederick Dongchuhl ; Shin, Donglim.
    In: International Business Review.
    RePEc:eee:iburev:v:32:y:2023:i:1:s0969593122000634.

    Full description at Econpapers || Download paper

25. Institutional distance and US-based international mutual funds’ financial performance. (2023). Fleta-Asin, Jorge ; Muoz, Fernando.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:51:y:2023:i:c:s154461232200589x.

    Full description at Econpapers || Download paper

26. A bibliometric review of portfolio diversification literature. (2023). Migliavacca, Milena ; Goodell, John W ; Paltrinieri, Andrea.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:90:y:2023:i:c:s1057521923003526.

    Full description at Econpapers || Download paper

27. Bank affiliation and mutual funds’ trading strategy distinctiveness. (2023). Wang, Xiaoxiao.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:88:y:2023:i:c:s1057521923001564.

    Full description at Econpapers || Download paper

28. Leverage made at home: Investors margin loan usage and firm leverage. (2023). Niu, Zilong ; Liu, Chunbo.
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:55:y:2023:i:c:s1566014123000158.

    Full description at Econpapers || Download paper

29. Carbon home bias of European investors. (2023). Boermans, Martijn ; Galema, Rients.
    In: Working Papers.
    RePEc:dnb:dnbwpp:786.

    Full description at Econpapers || Download paper

30. The consequences of non‐trading institutional investors. (2023). Irani, Mohammad ; Kim, Hugh Hoikwang.
    In: Financial Management.
    RePEc:bla:finmgt:v:52:y:2023:i:3:p:433-481.

    Full description at Econpapers || Download paper

31. Impact of Investing Characteristics on Financial Performance of Individual Investors: An Exploratory Study. (2023). Kusawat, Poompak ; Rompho, Nopadol.
    In: Papers.
    RePEc:arx:papers:2311.00384.

    Full description at Econpapers || Download paper

32. Does Political Partisanship Cross Borders? Evidence from International Capital Flows. (2022). Tsoutsoura, Margarita ; Luo, Mancy ; Schafer, Larissa ; Kempf, Elisabeth.
    In: Working Papers.
    RePEc:zbw:cbscwp:316.

    Full description at Econpapers || Download paper

33. International Fund Allocation under Economic Policy Uncertainty Shock. (2022). Hou, Jingya ; Wang, Daoguo.
    In: Journal of Applied Finance & Banking.
    RePEc:spt:apfiba:v:12:y:2022:i:5:f:12_5_5.

    Full description at Econpapers || Download paper

34. The home bias and the local bias: A survey. (2022). Gaar, Eduard ; Schiereck, Dirk ; Scherer, David.
    In: Management Review Quarterly.
    RePEc:spr:manrev:v:72:y:2022:i:1:d:10.1007_s11301-020-00203-8.

    Full description at Econpapers || Download paper

35. Portfolio weights concentration: optimal strategies and equilibrium implications. (2022). Glabadanidis, Paskalis.
    In: International Journal of Managerial Finance.
    RePEc:eme:ijmfpp:ijmf-03-2022-0098.

    Full description at Econpapers || Download paper

36. Fund manager skill in an era of globalization: Offshore concentration and fund performance. (2022). Wan, Chi ; Yuksel, Zafer H ; Tang, Yuehua ; Bai, John Jianqiu.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:145:y:2022:i:2:p:18-40.

    Full description at Econpapers || Download paper

37. Is there a home field advantage in global markets?. (2022). Jiao, Wei ; Jagannathan, Murali ; Karolyi, Andrew G.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:143:y:2022:i:2:p:742-770.

    Full description at Econpapers || Download paper

38. Learning, foreign operations and operating performance. (2022). Vithessonthi, Chaiporn ; Tongurai, Jittima.
    In: Global Finance Journal.
    RePEc:eee:glofin:v:52:y:2022:i:c:s1044028322000230.

    Full description at Econpapers || Download paper

39. Institutional conditions, economic policy uncertainty and foreign institutional investment in China. (2022). Huang, Liying ; Fang, Liting ; He, Lerong.
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:50:y:2022:i:c:s1566014121000315.

    Full description at Econpapers || Download paper

40. Foreign bias in equity portfolios: Informational advantage or familiarity bias?. (2022). Boermans, Martijn ; Vanpe, Rosanne ; Sercu, Piet ; Cooper, Ian.
    In: Working Papers.
    RePEc:dnb:dnbwpp:742.

    Full description at Econpapers || Download paper

41. The asymmetric effects of industry specific volatility in momentum returns. (2021). Clark, Ephraim ; Badreddine, Sina.
    In: International Journal of Finance & Economics.
    RePEc:wly:ijfiec:v:26:y:2021:i:4:p:6444-6458.

    Full description at Econpapers || Download paper

42. Investor reactions to local and overseas news: Evidence from A‐ and H‐shares in China. (2021). Shen, Dehua ; Li, YI ; Zhang, Wei ; Wang, Pengfei.
    In: International Journal of Finance & Economics.
    RePEc:wly:ijfiec:v:26:y:2021:i:3:p:4190-4225.

    Full description at Econpapers || Download paper

43. Equity Investments, Bond Investments and Financial Performance of Collective Investment Schemes in Kenya. (2021). Omagwa, Patricia Job ; Wamugo, Lucy ; Muema, Jacinta Nzilani.
    In: International Journal of Finance & Banking Studies.
    RePEc:rbs:ijfbss:v:10:y:2021:i:3:p:104-114.

    Full description at Econpapers || Download paper

44. Institutional investment horizons and firm valuation around the world. (2021). El Ghoul, Sadok ; Drobetz, Wolfgang ; Doring, Simon ; Guedhami, Omrane ; Schroder, Henning.
    In: Journal of International Business Studies.
    RePEc:pal:jintbs:v:52:y:2021:i:2:d:10.1057_s41267-020-00351-9.

    Full description at Econpapers || Download paper

45. Specialization and Institutional Investors’ Performance – Evidence from Publicly Traded Real Estate. (2021). Skiba, Hilla ; Cashman, George D ; Beracha, Eli.
    In: The Journal of Real Estate Finance and Economics.
    RePEc:kap:jrefec:v:62:y:2021:i:1:d:10.1007_s11146-019-09732-w.

    Full description at Econpapers || Download paper

46. Does Carbon Risk Matter? Evidence of Carbon Premium in EU Energy-Intensive Companies. (2021). Franek, Slawomir ; Adamczyk, Adam ; Witkowski, Pawel.
    In: Energies.
    RePEc:gam:jeners:v:14:y:2021:i:7:p:1855-:d:524986.

    Full description at Econpapers || Download paper

47. Determinants of non-compliant equity funds with EU portfolio concentration limits. (2021). Vicente, Luis ; Loban, Lidia ; Sarto, Jose Luis.
    In: Journal of Multinational Financial Management.
    RePEc:eee:mulfin:v:62:y:2021:i:c:s1042444x21000311.

    Full description at Econpapers || Download paper

48. Does secrecy signal skill? Own-investor secrecy and hedge fund performance. (2021). Kuzmina, Olga ; Kelly, Patrick ; Gorovyy, Sergiy.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:133:y:2021:i:c:s0378426621002442.

    Full description at Econpapers || Download paper

49. Does portfolio concentration affect performance? Evidence from corporate bond mutual funds. (2021). Wang, Ying ; Qin, Nan.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:123:y:2021:i:c:s0378426620302946.

    Full description at Econpapers || Download paper

50. Do global equity mutual funds exhibit home bias?. (2021). Hiraki, Takato ; Liu, Ming.
    In: Journal of Behavioral and Experimental Finance.
    RePEc:eee:beexfi:v:31:y:2021:i:c:s2214635021000526.

    Full description at Econpapers || Download paper

51. There is no place like home: Information asymmetries, local asset concentration, and portfolio returns. (2021). Ling, David ; Scheick, Benjamin ; Naranjo, Andy.
    In: Real Estate Economics.
    RePEc:bla:reesec:v:49:y:2021:i:1:p:36-74.

    Full description at Econpapers || Download paper

52. The Geography of Real Property Information and Investment: Firm Location, Asset Location and Institutional Ownership. (2021). Zhou, Tingyu ; Ling, David ; Wang, Chongyu.
    In: Real Estate Economics.
    RePEc:bla:reesec:v:49:y:2021:i:1:p:287-331.

    Full description at Econpapers || Download paper

53. Portfolio concentration and fund manager performance. (2020). Chien, Yunju ; Hung, Pihsia ; Lien, Donald.
    In: Review of Financial Economics.
    RePEc:wly:revfec:v:38:y:2020:i:3:p:423-451.

    Full description at Econpapers || Download paper

54. The ownership structure contingency in the sequential international entry mode decision process: Family owners and institutional investors in family-dominant versus family-influenced firms. (2020). Miller, Stewart R ; Hitt, Michael A ; Xu, Kai.
    In: Journal of International Business Studies.
    RePEc:pal:jintbs:v:51:y:2020:i:2:d:10.1057_s41267-019-00250-8.

    Full description at Econpapers || Download paper

55. Fund tradeoffs. (2020). Stambaugh, Robert ; Pastor, Lubos ; Taylor, Lucian A.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:138:y:2020:i:3:p:614-634.

    Full description at Econpapers || Download paper

56. Retail investor experience, asset learning, and portfolio risk-adjusted returns. (2020). Fjesme, Sturla.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:36:y:2020:i:c:s1544612318305476.

    Full description at Econpapers || Download paper

57. The effect of possible EU diversification requirements on the risk of banks’ sovereign bond portfolios. (2020). Paterlini, Sandra ; Giuzio, Margherita ; Craig, Ben.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20202384.

    Full description at Econpapers || Download paper

58. Does Secrecy Signal Skill? Characteristics and Performance of Secretive Hedge Funds. (2020). Kuzmina, Olga ; Kelly, Patrick ; Gorovyy, Sergiy.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:14873.

    Full description at Econpapers || Download paper

59. Granular credit risk. (2020). Rey, Helene ; Juelsrud, Ragnar ; Galaasen, Sigurd ; Jamilov, Rustam.
    In: Working Paper.
    RePEc:bno:worpap:2020_15.

    Full description at Econpapers || Download paper

60. Analysing the Effect of Portfolio Concentration Index and Stock Market Correlation. (2019). Azman-Saini, W.N.W ; Lee, Chin ; Law, Siong Hook ; Chin, Lee ; Azman-Saini, W. N. W., .
    In: Jurnal Ekonomi Malaysia.
    RePEc:ukm:jlekon:v:53:y:2019:i:2:p:165-176.

    Full description at Econpapers || Download paper

61. The effect of possible EU diversification requirements on the risk of banks sovereign bond portfolios. (2019). Paterlini, Sandra ; Giuzio, Margherita ; Craig, Ben.
    In: ESRB Working Paper Series.
    RePEc:srk:srkwps:201989.

    Full description at Econpapers || Download paper

62. A Markov Regime Switching Approach towards Assessing Resilience of Romanian Collective Investment Undertakings. (2019). Panait, Iulian ; Gherghina, Ştefan ; Badea, Leonardo ; armeanu, dan.
    In: Sustainability.
    RePEc:gam:jsusta:v:11:y:2019:i:5:p:1325-:d:210534.

    Full description at Econpapers || Download paper

63. Foreign investors’ trading behavior and market conditions: Evidence from Taiwan. (2019). Chiang, Sue-Jane ; Shu, Pei-Gi ; Tsai, Li-Ju.
    In: Journal of Multinational Financial Management.
    RePEc:eee:mulfin:v:52-53:y:2019:i::s1042444x19300490.

    Full description at Econpapers || Download paper

64. Learning Chinese? The changing investment behavior of foreign institutions in the Chinese stock market. (2019). Korkeamaki, Timo ; Wang, Peng ; Virk, Nader.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:64:y:2019:i:c:p:190-203.

    Full description at Econpapers || Download paper

65. Portfolio concentration and mutual fund performance. (2019). Riley, Timothy B ; Fulkerson, Jon A.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:51:y:2019:i:c:p:1-16.

    Full description at Econpapers || Download paper

66. Are pension funds actively decarbonizing their portfolios?. (2019). Boermans, Martijn ; Galema, Rients.
    In: Ecological Economics.
    RePEc:eee:ecolec:v:161:y:2019:i:c:p:50-60.

    Full description at Econpapers || Download paper

67. Cojumps and asset allocation in international equity markets. (2019). Nguyen, Duc Khuong ; AROURI, Mohamed ; Msaddek, Oussama ; Pukthuanthong, Kuntara.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:98:y:2019:i:c:p:1-22.

    Full description at Econpapers || Download paper

68. Learning Chinese? The changing investment behavior of foreign institutions in the Chinese stock market. (2018). Korkeamaki, Timo ; Wang, Peng ; Virk, Nader.
    In: BOFIT Discussion Papers.
    RePEc:zbw:bofitp:bdp2018_019.

    Full description at Econpapers || Download paper

69. Cojumps and Asset Allocation in International Equity Markets. (2018). Nguyen, Duc Khuong ; M'SADDEK, Oussama ; AROURI, Mohamed ; Msaddek, Oussama ; el Hedi, Mohamed ; Pukthuanthong, Kuntara.
    In: MPRA Paper.
    RePEc:pra:mprapa:89938.

    Full description at Econpapers || Download paper

70. The Effects of Firm-Level Investability Sizes on Foreign Ownership in Indonesian Public Firms. (2018). Warganegara, Dezie L.
    In: Asia-Pacific Financial Markets.
    RePEc:kap:apfinm:v:25:y:2018:i:4:d:10.1007_s10690-018-9248-3.

    Full description at Econpapers || Download paper

71. Investing for Long-Term Value Creation. (2018). Schoenmaker, Dirk ; Schramade, Willem.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:13175.

    Full description at Econpapers || Download paper

72. Learning Chinese? The changing investment behavior of foreign institutions in the Chinese stock market. (2018). Korkeamaki, Timo ; Wang, Peng ; Virk, Nader.
    In: BOFIT Discussion Papers.
    RePEc:bof:bofitp:2018_019.

    Full description at Econpapers || Download paper

73. Herding behaviour of Dutch pension funds in sovereign bond investments. (2017). Bikker, Jacob ; Koetsier, I.
    In: Working Papers.
    RePEc:use:tkiwps:1715.

    Full description at Econpapers || Download paper

74. Do Individual Investors Ignore Transaction Costs?. (2017). Yildizhan, Celim ; Anginer, Deniz.
    In: MPRA Paper.
    RePEc:pra:mprapa:89941.

    Full description at Econpapers || Download paper

75. Do Individual Investors Ignore Transaction Costs?. (2017). Yildizhan, Celim ; Anginer, Deniz.
    In: MPRA Paper.
    RePEc:pra:mprapa:79358.

    Full description at Econpapers || Download paper

76. Fund Tradeoffs. (2017). Stambaugh, Robert ; Pastor, Lubos ; Taylor, Lucian A.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:23670.

    Full description at Econpapers || Download paper

77. Herding behaviour of Dutch pension funds in sovereign bond investments. (2017). Koetsier, Ian.
    In: Working Papers.
    RePEc:dnb:dnbwpp:569.

    Full description at Econpapers || Download paper

78. Fund Tradeoffs. (2017). Stambaugh, Robert ; Pastor, Lubos ; Taylor, Lucian ; Pistor, Luboi.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:12513.

    Full description at Econpapers || Download paper

79. Portfolio Liquidity and Diversification: Theory and Evidence. (2017). Stambaugh, Robert ; Pastor, Lubos ; Taylor, Lucian.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:12195.

    Full description at Econpapers || Download paper

80. Risk and Return Analysis of Mutual Fund Industry in India. (2017). Butt, Khurshid Ahmad ; Pandow, Bilal Ahmad.
    In: Journal of Banking and Financial Dynamics.
    RePEc:ajn:jobafd:2017:p:54-65.

    Full description at Econpapers || Download paper

1. Bekaert, G. ; Urias, M.S. Diversification, integration and emerging market closed-end fund. 1996 Journal of Finance. 51 835-869

2. Berk, J. ; Green, R. Mutual fund flows and performance in rational markets. 2004 Journal of Political Economy. 112 1269-1295

3. Chan, K. ; Covrig, V. ; Ng, L. What determines the domestic bias and foreign bias? Evidence from mutual fund equity allocations worldwide. 2005 Journal of Finance. 60 1495-1534

4. Choe, H. ; Kho, B. ; Stulz, R. Do domestic investors have an edge? The trading experience of foreign investors in Korea. 2005 Review of Financial Studies. 18 795-829

5. Cohen, L. Loyalty-based portfolio choice. 2009 Review of Financial Studies. 22 1213-1245

6. Coval, J. ; Moskowitz, T. The geography of investment: informed trading and asset prices. 2001 Journal of Political Economy. 109 811-841

7. Durnev, A. ; Morck, R. ; Yeung, B. ; Zarowin, P. Does greater firm-specific return variation mean more or less informed stock pricing?. 2003 Journal of Accounting Research. 41 797-836

8. Dvořák, T. Do domestic investors have an information advantage? Evidence from Indonesia. 2005 Journal of Finance. 60 817-839
   Paper not yet in RePEc: Add citation now
   

9. Fama, E. ; French, K. Common risk factors in the returns on stocks and bonds. 1993 Journal of Financial Economics. 33 3-56

10. Fama, E. ; French, K. Luck versus skill in the cross-section of mutual fund returns. 2010 Journal of Finance. 65 1915-1947

11. Fama, E. ; French, K. Size, value, and momentum in international stock returns. 2012 Journal of Financial Economics. 105 457-472

12. Ferreira, M. ; Matos, P. The colors of investors’ money: the role of institutional investors around the world. 2008 Journal of Financial Economics. 88 499-533

13. Ferreira, M. ; Matos, P. ; Pereira, J. ; Pires, P. Do locals know better? A comparison of local and foreign institutional investors. 2015 Universidade Nova de Lisboa, and University of Virginia: Lisbon, Portugal, and Charlottesville, VA
    Paper not yet in RePEc: Add citation now
    

14. French, K. Presidential address: the cost of active investing. 2008 Journal of Finance. 63 1537-1573

15. French, K. ; Poterba, J. Investor diversification and international equity markets. 1991 American Economic Review. 81 222-226

16. Gehrig, T. An information based explanation of the domestic bias in international equity investment. 1993 Scandinavian Journal of Economics. 95 97-109

17. Grauer, R. ; Hakansson, N. Gains from international diversification: 1968–85 returns on portfolios of stocks and bonds. 1987 Journal of Finance. 42 721-739

18. Grubel, H. Internationally diversified portfolios: welfare gains and capital flows. 1968 American Economic Review. 58 1299-1314
    Paper not yet in RePEc: Add citation now
    

19. Harvey, C.R. Predictable risk and returns in emerging markets. 1995 Review of Financial Studies. 8 773-816

20. Hou, K. ; Karolyi, G.A. ; Kho, B.C. What factors drive global stock returns?. 2011 Review of Financial Studies. 24 2527-2574

21. Huberman, G. Familiarity breeds investment. 2001 Review of Financial Studies. 14 659-680

22. Huberman, G. ; Kandel, S. Mean-variance spanning. 1987 Journal of Finance. 42 873-888

23. Ivković, Z. ; Sialm, C. ; Weisbenner, S. Portfolio concentration and the performance of individual investors. 2008 Journal of Financial and Quantitative Analysis. 43 613-656

24. Kacperczyk, M. ; Sialm, C. ; Zheng, L. On the industry concentration of actively managed equity mutual funds. 2005 Journal of Finance. 60 1983-2011

25. Kacperczyk, M. ; Van Nieuwerburgh, S. ; Veldkamp, L. A rational theory of mutual funds’ attention allocation. 2014 New York University and Imperial College London: New York, NY, and London, UK
    Paper not yet in RePEc: Add citation now
    

26. Karolyi, A. ; Stulz, R. Are financial assets priced locally or globally?. 2003 En : Constantinides, C.M. ; Harris, M. ; Stulz, R.M. Handbook of the Economics of Finance, Volume 1B: Financial Markets and Asset Pricing. Elsevier: North Holland, Amsterdam

27. Lerner, J. ; Schoar, A. ; Wongsunwai, W. Smart institutions, foolish choices: the limited partner performance puzzle. 2007 Journal of Finance. 62 731-764

28. Levy, A. ; Livingston, M. The gains from diversification reconsidered: transaction costs and superior information. 1995 Financial Markets, Institutions, and Instruments. 4 1-60
    Paper not yet in RePEc: Add citation now
    

29. Levy, H. ; Sarnat, M. International diversification of investment portfolios. 1970 American Economic Review. 60 668-675

30. Lewis, K. Trying to explain home bias in equities and consumption. 1999 Journal of Economic Literature. 37 571-608

31. Li, D. ; Moshirian, F. ; Pham, P. ; Zein, J. When financial institutions are large shareholders: the role of macro corporate governance environments. 2006 Journal of Finance. 61 2975-3007

32. Li, K. ; Sarkar, A. ; Wang, Z. Diversification benefits of emerging markets subject to portfolio constraints. 2003 Journal of Empirical Finance. 10 57-80

33. Merton, R. A simple model of capital market equilibrium with incomplete information. 1987 Journal of Finance. 42 483-510

34. Morck, R. ; Yeung, B. ; Yu, W. The information content of stock markets: why do emerging markets have synchronous stock price movements?. 2000 Journal of Financial Economics. 58 215-260
    Paper not yet in RePEc: Add citation now
    

35. Morse, A. ; Shive, S. Patriotism in your portfolio. 2011 Journal of Financial Markets. 14 411-440

36. Roll, R. R2. 1988 Journal of Finance. 43 541-566
    Paper not yet in RePEc: Add citation now
    

37. Shukla, R. ; van Inwegen, G. Do locals perform better than foreigners? An analysis of UK and US mutual fund managers. 1995 Journal of Economics and Business. 47 241-254

38. Solnik, B. Why not diversify internationally rather than domestically?. 1974 Financial Analysts Journal. 30 48-54
    Paper not yet in RePEc: Add citation now
    

39. Van Nieuwerburgh, S. ; Veldkamp, L. Information acquisition and portfolio under-diversification. 2010 Review of Economic Studies. 77 779-805

40. Van Nieuwerburgh, S. ; Veldkamp, L. Information immobility and the home bias puzzle. 2009 Journal of Finance. 64 1187-1215

41. West, K. Dividend innovations and stock price volatility. 1988 Econometrica. 56 36-61

1. Home Bias in Open Economy Financial Macroeconomics. (2011). Rey, Helene ; Coeurdacier, Nicolas.
   In: NBER Working Papers.
   RePEc:nbr:nberwo:17691.

   Full description at Econpapers || Download paper

2. International diversification and Microfinance. (2011). lensink, robert ; Galema, Rients ; Spierdijk, Laura.
   In: Journal of International Money and Finance.
   RePEc:eee:jimfin:v:30:y:2011:i:3:p:507-515.

   Full description at Econpapers || Download paper

3. International diversification with frontier markets. (2011). Pukthuanthong, Kuntara ; Yang, Jimmy J. ; Berger, Dave.
   In: Journal of Financial Economics.
   RePEc:eee:jfinec:v:101:y:2011:i:1:p:227-242.

   Full description at Econpapers || Download paper

4. The diversification effects of volatility-related assets. (2011). Chung, San-Lin ; Ho, Keng-Yu ; Chen, Hsuan-Chi.
   In: Journal of Banking & Finance.
   RePEc:eee:jbfina:v:35:y:2011:i:5:p:1179-1189.

   Full description at Econpapers || Download paper

5. Firm-level internationalisation and the home bias puzzle. (2010). Berrill, Jenny.
   In: Journal of Economics and Business.
   RePEc:eee:jebusi:v:62:y::i:4:p:235-256.

   Full description at Econpapers || Download paper

6. Portfolio diversification in energy markets. (2010). Plourde, Andre ; Galvani, Valentina.
   In: Energy Economics.
   RePEc:eee:eneeco:v:32:y:2010:i:2:p:257-268.

   Full description at Econpapers || Download paper

7. Time-varying correlations and optimal allocation in emerging market equities for the US investors. (2009). Jithendranathan, Thadavillil ; Cha, Heung-Joo .
   In: International Journal of Finance & Economics.
   RePEc:ijf:ijfiec:v:14:y:2009:i:2:p:172-187.

   Full description at Econpapers || Download paper

8. The tail risk of emerging stock markets. (2009). Rose, Lawrence ; Li, Xiao-Ming.
   In: Emerging Markets Review.
   RePEc:eee:ememar:v:10:y:2009:i:4:p:242-256.

   Full description at Econpapers || Download paper

9. Who benefits more from international diversification?. (2008). Chiou, Wan-Jiun Paul.
   In: Journal of International Financial Markets, Institutions and Money.
   RePEc:eee:intfin:v:18:y:2008:i:5:p:466-482.

   Full description at Econpapers || Download paper

10. The factor structure of time-varying conditional volume. (2008). Pinegar, Michael J. ; Cheng, Joseph W. ; Chang, Eric C..
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:15:y:2008:i:2:p:251-264.

    Full description at Econpapers || Download paper

11. The Econometrics of Mean-Variance Efficiency Tests: A Survey. (2008). Sentana, Enrique.
    In: Working Papers.
    RePEc:cmf:wpaper:wp2008_0807.

    Full description at Econpapers || Download paper

12. Determinants of S&P 500 index option returns. (2007). Huang, Jingzhi ; Cao, Charles.
    In: Review of Derivatives Research.
    RePEc:kap:revdev:v:10:y:2007:i:1:p:1-38.

    Full description at Econpapers || Download paper

13. International portfolio diversification benefits: Cross-country evidence from a local perspective. (2007). Laeven, Luc ; Driessen, Joost.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:31:y:2007:i:6:p:1693-1712.

    Full description at Econpapers || Download paper

14. Duality in Mean-Variance Frontiers with Conditioning Information. (2007). Sentana, Enrique ; Pearanda, Francisco.
    In: Working Papers.
    RePEc:cmf:wpaper:wp2007_0715.

    Full description at Econpapers || Download paper

15. Stock market liberalization and the information environment. (2006). Bailey, Warren ; Bae, Kee-Hong ; Mao, Connie X..
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:25:y:2006:i:3:p:404-428.

    Full description at Econpapers || Download paper

16. Financial integration of new EU Member States. (2006). Manganelli, Simone ; Cappiello, Lorenzo ; Gerard, Bruno ; Kadareja, Arjan.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2006683.

    Full description at Econpapers || Download paper

17. Liquidity of emerging markets. (2005). Lesmond, David A..
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:77:y:2005:i:2:p:411-452.

    Full description at Econpapers || Download paper

18. Are TIPS the real deal?: A conditional assessment of their role in a nominal portfolio. (2005). Hunter, Delroy M. ; Simon, David P..
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:29:y:2005:i:2:p:347-368.

    Full description at Econpapers || Download paper

19. The success of stock selection strategies in emerging markets: Is it risk or behavioral bias?. (2005). van Dijk, Dick ; van der Hart, Jaap, ; de Zwart, Gerben.
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:6:y:2005:i:3:p:238-262.

    Full description at Econpapers || Download paper

20. Multinationals and the Gains from International Diversification. (2004). Tesar, Linda ; Rowland, Patrick F..
    In: Review of Economic Dynamics.
    RePEc:red:issued:v:7:y:2004:i:4:p:789-826.

    Full description at Econpapers || Download paper

21. An empirical examination of UK emerging market unit trust performance. (2004). Fletcher, Jonathan ; Abel, Ernest.
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:5:y:2004:i:4:p:389-408.

    Full description at Econpapers || Download paper

22. Risk and return characteristics of property indices in emerging markets. (2004). Rodriguez, Mauricio ; Barry, Christopher B..
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:5:y:2004:i:2:p:131-159.

    Full description at Econpapers || Download paper

23. That Courage is not inconsistent with Caution: Foreign Currency Hedging for Superannuation Funds. (2004). Thorp, Susan.
    In: Econometric Society 2004 Australasian Meetings.
    RePEc:ecm:ausm04:148.

    Full description at Econpapers || Download paper

24. Are the East Asian markets integrated? Evidence from the ICAPM. (2003). Batten, Jonathan ; Thanyalakpark, Kessara ; Gerard, Bruno.
    In: Journal of Economics and Business.
    RePEc:eee:jebusi:v:55:y:2003:i:5-6:p:585-607.

    Full description at Econpapers || Download paper

25. Diversification benefits of emerging markets subject to portfolio constraints. (2003). Wang, Zhenyu ; Sarkar, Asani ; Li, Kai.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:10:y:2003:i:1-2:p:57-80.

    Full description at Econpapers || Download paper

26. Emerging markets finance. (2003). Harvey, Campbell ; Bekaert, Geert.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:10:y:2003:i:1-2:p:3-56.

    Full description at Econpapers || Download paper

27. Stock selection strategies in emerging markets. (2003). van Dijk, Dick ; van der Hart, Jaap, ; Slagter, Erica .
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:10:y:2003:i:1-2:p:105-132.

    Full description at Econpapers || Download paper

28. The pricing of emerging market country funds. (2002). Janakiramanan, S. ; Senbet, L. W. ; Eun, C. S..
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:21:y:2002:i:6:p:833-855.

    Full description at Econpapers || Download paper

29. On the dual characteristics of closed-end country funds. (2002). Hong, Gwangheon ; Lee, Bong-Soo.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:21:y:2002:i:5:p:589-618.

    Full description at Econpapers || Download paper

30. Research in emerging markets finance: looking to the future. (2002). Harvey, Campbell ; Bekaert, Geert.
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:3:y:2002:i:4:p:429-448.

    Full description at Econpapers || Download paper

31. Stock Selection Strategies in Emerging Markets. (2001). van Dijk, Dick ; van der Hart, Jaap ; Slagter, Erica .
    In: Tinbergen Institute Discussion Papers.
    RePEc:tin:wpaper:20010009.

    Full description at Econpapers || Download paper

32. Home bias and international capital asset pricing model with human capital. (2001). Coen, Alain.
    In: Journal of Multinational Financial Management.
    RePEc:eee:mulfin:v:11:y:2001:i:4-5:p:497-513.

    Full description at Econpapers || Download paper

33. Direct foreign ownership, institutional investors, and firm characteristics. (2001). Goran, Robertsson ; Magnus, Dahlquist.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:59:y:2001:i:3:p:413-440.

    Full description at Econpapers || Download paper

34. Predictable changes in yields and forward rates. (2001). Wu, Liuren ; Abon, Mozumdar ; Silverio, Foresi.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:59:y:2001:i:3:p:281-311.

    Full description at Econpapers || Download paper

35. Measuring performance of international closed-end funds. (2001). Patro, Dilip Kumar .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:25:y:2001:i:9:p:1741-1767.

    Full description at Econpapers || Download paper

36. A contingent claim analysis of closed-end fund premia. (2001). Nakamura, Masao ; Turtle, Harry J. ; Korkie, Bob .
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:10:y:2001:i:4:p:365-394.

    Full description at Econpapers || Download paper

37. Testing for mean-variance spanning: a survey. (2001). Nijman, Theo ; De Roon, Frans A..
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:8:y:2001:i:2:p:111-155.

    Full description at Econpapers || Download paper

38. Conditioning Information and Variance on Pricing Kernals. (2001). LIU, JUN ; Bekaert, Geert.
    In: University of California at Los Angeles, Anderson Graduate School of Management.
    RePEc:cdl:anderf:qt9m7392rq.

    Full description at Econpapers || Download paper

39. Market liquidity: proceedings of a workshop held at the BIS. (2001). Bank for International Settlements, .
    In: BIS Papers.
    RePEc:bis:bisbps:02.

    Full description at Econpapers || Download paper

40. Information flows during the Asian crisis: evidence from closed-end funds. (2001). Remolona, Eli M ; Cohen, Benjamin H.
    In: BIS Papers chapters.
    RePEc:bis:bisbpc:02-03.

    Full description at Econpapers || Download paper

41. Investment opportunities in Central and Eastern European equity markets: an econometric examination of the risk-return relationships for western investors. (2000). Schröder, Michael ; Schroder, Michael.
    In: ZEW Discussion Papers.
    RePEc:zbw:zewdip:5325.

    Full description at Econpapers || Download paper

42. Unconditional international asset pricing models: empirical tests. (2000). Vaihekoski, Mika.
    In: Finnish Economic Papers.
    RePEc:fep:journl:v:13:y:2000:i:2:p:71-88.

    Full description at Econpapers || Download paper

43. Volatility spillover effects from Japan and the US to the Pacific-Basin. (2000). Ng, Angela.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:19:y:2000:i:2:p:207-233.

    Full description at Econpapers || Download paper

44. Why do stocks and consumption imply such different gains from international risk sharing?. (2000). Lewis, Karen.
    In: Journal of International Economics.
    RePEc:eee:inecon:v:52:y:2000:i:1:p:1-35.

    Full description at Econpapers || Download paper

45. Economic determinants of evolution in international stock market integration. (1999). Koch, Paul D. ; Bracker, Kevin ; Docking, Diane Scott .
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:6:y:1999:i:1:p:1-27.

    Full description at Econpapers || Download paper

46. Multinationals and the Gains from International Diversification. (1998). Tesar, Linda ; Rowland, Patrick F..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:6733.

    Full description at Econpapers || Download paper

47. Capital Flows and the Behavior of Emerging Market Equity Returns. (1998). Harvey, Campbell ; Bekaert, Geert.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:6669.

    Full description at Econpapers || Download paper

48. International Home Bias in International Finance and Business Cycles. (1998). Lewis, Karen.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:6351.

    Full description at Econpapers || Download paper

49. Foreign Speculators and Emerging Equity Markets. (1997). Harvey, Campbell ; Bekaert, Geert.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:6312.

    Full description at Econpapers || Download paper

50. Re-emerging Markets. (1997). Jorion, Philippe ; Goetzmann, William.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:5906.

    Full description at Econpapers || Download paper

Report date: 2025-09-15 12:42:46 || Missing content? Let us know